Why Live Futures Bars May Differ from Other Market Data Feeds
Summary
The author reports that 15-minute bars collected by a live trading bot for a Chinese steel rebar futures contract differ substantially from bars shown by two other market-data sources. They provide a long excerpt of the bot’s OHLCV records, with timestamps, and say the two charts contain the same number of bars. The concern is practical: inconsistent input bars can materially affect a strategy’s signals and results.
The post documents a data-quality issue but does not diagnose its cause or establish which feed is correct. It includes no aligned comparison of individual bars in the text, and the referenced chart images are not available here for inspection. Differences could depend on factors such as session boundaries, timestamp conventions, contract selection, or feed construction, but the post does not test these explanations. Traders should therefore treat the report as a prompt to validate feeds and bar-building rules before relying on them, rather than as evidence of a confirmed platform defect.
Key ideas
- The author reports discrepancies between live bot bars and bars from other market-data sources for a futures contract.
- The post emphasizes that inconsistent OHLCV inputs can affect strategy behavior.
- A long sample of bot records is supplied, but the text does not present a matched bar-by-bar comparison.
- The report does not identify the cause or prove which data source is accurate.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.